Can't change order of music on new shuffle

I'm really annoyed right now.

Bought a new shuffle but I can't change the order of music I put on it.

I have googled it for days now and I can't find a solution. This is such a basic function, why the **** is it so difficult? Why does it come with a fixed order set on?


Can anyone help?

No, the shuffle function in itunes is not turned on.

Does this help at all? It's from Apple's page on the iPod shuffle: